The AutoOptimizer runs an OddsMaker for each base strategy from this cloud link. It then runs a monte carlo rpart, a "simple" rpart, and a randomForest run. To choose an optimal strategy, the autooptimizer then goes through each result in the normal monte carlo report from highest system score to lowest and looks for a strategy with system score > 11 and a max trades per day < 10. If it doesn't find one (for example, all strategies in the monte carlo report are <= 11) then it looks at the simple rpart report and chooses the first strategy found that has max trades per day % < 12. If it still doesn't find a strategy then it gives up and marks Optimal Found as zero. Base strategies where an optimal strategy was found are highlighted in green.
Date | Name | L/S | TF | Optimal Found? | Collab | IS W% | IS PF | OOS W% | OOS PF | Total Trades | Max Trds/Day | Score | Made Cut | MC Result | Stage Found | Stage Results | Stg 1 Time | Stg 1 Trds | Stg 2 Time | Stg 2 Trds | Stg 3 Time | Stg 3 Trds |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022-12-30 (ms cloud) | Bon Shorty | S | intraday | 1 (alert cloud) | Collab | 72.80 | 5.47 | 61.20 | 2.57 | 120 | 18 | 11 | 1 | MC Results | 3 | Stg 1 (7), Stg 2 (28), Stg 3 (22) | 15.7 | 7,219 | 8.0 | 3,778 | 2.5 | 730 |
2022-12-30 | Breakout | L | intraday | 1 (alert cloud) | Collab | 66.30 | 4.17 | 56.00 | 2.15 | 110 | 7 | 12 | 0 | MC Results | 1 | Stg 1 (2), Stg 2 (31), Stg 3 (27) | 5.3 | 2,456 | 1.5 | 283 | 1.0 | 28 |
2022-12-30 | Bullish Pullback | L | intraday | 1 (alert cloud) | Collab | 67.20 | 3.20 | 63.60 | 1.92 | 251 | 35 | 11 | 1 | MC Results | 3 | Stg 1 (65), Stg 2 (22), Stg 3 (60) | 26.6 | 12,031 | 8.7 | 4,353 | 2.9 | 1,506 |
2022-12-30 | Bullish Trend Change | L | intraday | 1 (alert cloud) | Collab | 67.60 | 3.32 | 50.40 | 1.43 | 382 | 92 | 3 | 0 | MC Results | 1 | Stg 1 (43), Stg 2 (), Stg 3 (1) | 6.5 | 3,395 | 3.1 | 1,198 | 5.5 | 3,395 |
2022-12-30 | Count De Monet | L | intraday | 1 (alert cloud) | Collab | 75.90 | 6.01 | 81.80 | 7.40 | 40 | 5 | 8 | 0 | MC Results | 2 | Stg 1 (29), Stg 2 (1), Stg 3 () | 4.1 | 1,915 | 1.4 | 127 | 0.1 | 42 |
2022-12-30 | Cuts Like a Knife | S | intraday | 1 (alert cloud) | Collab | 61.70 | 6.40 | 63.60 | 1.60 | 66 | 10 | 8 | 0 | MC Results | 3 | Stg 1 (36), Stg 2 (), Stg 3 (9) | 1.5 | 388 | 0.1 | 36 | 1.8 | 388 |
2022-12-30 | Downward Dog | S | intraday | 1 (alert cloud) | Collab | 75.70 | 6.22 | 60.50 | 2.66 | 50 | 3 | 12 | 0 | MC Results | 2 | Stg 1 (31), Stg 2 (1), Stg 3 (3) | 11.5 | 5,782 | 2.6 | 936 | 1.9 | 323 |
2022-12-30 | Downward Momentum | S | intraday | 1 (alert cloud) | Collab | 79.40 | 9.38 | 55.00 | 2.30 | 49 | 4 | 11 | 0 | MC Results | 2 | Stg 1 (6), Stg 2 (2), Stg 3 (65) | 20.5 | 8,168 | 3.1 | 1,184 | 1.5 | 131 |
2022-12-30 | Got Dough Wants To Go | L | intraday | 1 (alert cloud) | Collab | 57.20 | 1.57 | 50.10 | 0.96 | 450 | 39 | 4 | 0 | MC Results | 3 | Stg 1 (), Stg 2 (), Stg 3 (30) | 0.4 | 3,617 | 0.7 | 3,617 | 7.5 | 3,617 |
2022-12-30 | Horseshoe Up | L | intraday | 1 (alert cloud) | Collab | 59.10 | 1.90 | 56.20 | 1.89 | 345 | 46 | 8 | 0 | MC Results | 3 | Stg 1 (), Stg 2 (), Stg 3 (22) | 1.0 | 561 | 0.3 | 561 | 2.2 | 561 |
2022-12-30 | Mighty Mouse | L | intraday | 1 (alert cloud) | Collab | 81.60 | 20.21 | 55.90 | 1.85 | 57 | 4 | 11 | 0 | MC Results | 2 | Stg 1 (9), Stg 2 (51), Stg 3 (23) | 22.4 | 10,735 | 2.6 | 730 | 1.4 | 102 |
2022-12-30 | Nice Chart | L | intraday | 1 (alert cloud) | Collab | 73.70 | 6.38 | 52.40 | 2.00 | 109 | 45 | 0 | 0 | MC Results | 1 | Stg 1 (2), Stg 2 (), Stg 3 (2) | 6.4 | 3,215 | 3.8 | 1,542 | 5.9 | 3,215 |
2022-12-30 | Not a Double Bottom | S | intraday | 1 (alert cloud) | Collab | 80.80 | 11.86 | 64.00 | 2.43 | 33 | 4 | 7 | 0 | MC Results | 2 | Stg 1 (6), Stg 2 (7), Stg 3 (26) | 1.3 | 1,192 | 1.6 | 116 | 0.8 | 37 |
2022-12-30 | On Support | L | intraday | 1 (alert cloud) | Collab | 80.00 | 6.93 | 59.70 | 2.33 | 105 | 9 | 11 | 1 | MC Results | 3 | Stg 1 (29), Stg 2 (22), Stg 3 (30) | 15.8 | 6,483 | 4.2 | 1,843 | 2.5 | 707 |
2022-12-30 | Power Hour Long | L | intraday | 1 (alert cloud) | Collab | 64.40 | 2.55 | 56.90 | 2.16 | 250 | 42 | 8 | 0 | MC Results | 1 | Stg 1 (49), Stg 2 (39), Stg 3 () | 2.3 | 894 | 1.7 | 253 | 0.7 | 40 |
2022-12-30 | Power Hour Short | S | intraday | 1 (alert cloud) | Collab | 93.50 | 42.27 | 58.00 | 2.24 | 69 | 57 | 2 | 0 | MC Results | 2 | Stg 1 (43), Stg 2 (), Stg 3 (1) | 7.4 | 4,083 | 3.9 | 1,650 | 7.3 | 4,083 |
2022-12-30 | Slippery Slope | S | intraday | 1 (alert cloud) | Collab | 78.80 | 6.49 | 71.40 | 7.27 | 47 | 5 | 11 | 0 | MC Results | 3 | Stg 1 (26), Stg 2 (12), Stg 3 (30) | 6.8 | 3,545 | 1.7 | 252 | 1.6 | 84 |
2022-12-30 | Strong Stock Pulling Back | L | intraday | 1 (alert cloud) | Collab | 66.90 | 3.03 | 56.10 | 1.87 | 184 | 29 | 11 | 0 | MC Results | 2 | Stg 1 (17), Stg 2 (43), Stg 3 (43) | 26.6 | 12,031 | 8.2 | 4,353 | 3.3 | 1,476 |
2022-12-30 | Sunrise Mover | L | intraday | 1 (alert cloud) | Collab | 83.90 | 12.36 | 55.80 | 2.54 | 37 | 5 | 11 | 0 | MC Results | 3 | Stg 1 (64), Stg 2 (7), Stg 3 (66) | 13.8 | 6,398 | 8.9 | 4,329 | 2.4 | 495 |
2022-12-30 | Tailwind | L | intraday | 1 (alert cloud) | Collab | 79.20 | 11.08 | 57.00 | 1.86 | 75 | 7 | 12 | 0 | MC Results | 2 | Stg 1 (34), Stg 2 (2), Stg 3 (4) | 8.4 | 3,627 | 1.6 | 573 | 0.5 | 86 |
2022-12-30 | The 5 Day Bounce | L | intraday | 1 (alert cloud) | Collab | 68.50 | 3.11 | 54.70 | 1.73 | 423 | 120 | 3 | 0 | MC Results | 3 | Stg 1 (1), Stg 2 (), Stg 3 (1) | 6.0 | 3,395 | 1.8 | 1,198 | 5.1 | 3,395 |
2022-12-30 | The Guiding Hand Long | L | intraday | 1 (alert cloud) | Collab | 77.00 | 9.78 | 59.80 | 1.81 | 102 | 15 | 11 | 1 | MC Results | 1 | Stg 1 (32), Stg 2 (49), Stg 3 () | 2.1 | 1,108 | 1.4 | 122 | 0.1 | 12 |
2022-12-30 | The Guiding Hand Short | S | intraday | 1 (alert cloud) | Collab | 72.10 | 8.89 | 57.10 | 2.50 | 59 | 7 | 9 | 0 | MC Results | 3 | Stg 1 (67), Stg 2 (), Stg 3 (14) | 2.1 | 842 | 0.1 | 30 | 2.6 | 842 |
2022-12-30 | Topping Formation | S | intraday | 1 (alert cloud) | Collab | 63.80 | 2.93 | 55.60 | 1.81 | 370 | 93 | 6 | 0 | MC Results | 1 | Stg 1 (1), Stg 2 (64), Stg 3 (64) | 15.1 | 6,832 | 7.2 | 3,548 | 3.7 | 1,682 |
2022-12-30 | Volume Doesnt Lie | L | intraday | 1 (alert cloud) | Collab | 57.00 | 1.94 | 59.50 | 2.83 | 170 | 11 | 11 | 1 | MC Results | 1 | Stg 1 (1), Stg 2 (19), Stg 3 (48) | 1.5 | 384 | 1.4 | 183 | 0.9 | 15 |
2022-12-30 | Yesterday Hammer Today Strength | L | intraday | 1 (alert cloud) | Collab | 63.00 | 3.12 | 59.10 | 1.93 | 458 | 56 | 12 | 1 | MC Results | 3 | Stg 1 (43), Stg 2 (), Stg 3 (1) | 3.0 | 1,534 | 2.4 | 917 | 4.0 | 1,534 |
Total/Avg | 26 of 26 (100.0%) | 71.81 | 7.71 | 169.7 | 29.5 |